Module 12: Duality
Learning Objectives
- Dual Formulation of Optimization Problems
- Lagrange Multipliers
- Shadow Prices and Sensitivity Analysis
Readings
Sections 5.1, 5.2, 5.4.3, 5.4.4, 5.5.2, 5.6 of Convex Optimization
Sections 5.1, 5.2, 5.4.3, 5.4.4, 5.5.2, 5.6 of Convex Optimization